Simulated data feeds

Something I’ve done locally but would be excellent if it could be built into the Alpaca platform is simulated market data during the weekend to allow for easier development and testing.

Right now I just back populate two days of data and run that as a “simulation” on saturday and sunday so I can develop on the weekend, it’s fine and works well but if I could just seamlessly always test against the API, that would be better or at the least provide a separate API which works exactly the same as the normal market API (but doesn’t allow trading obviously) so we can get a stream of “market” data during the stock market hours but on the weekend.

Or is there something like that? I did look around and didn’t find anything.

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@redcoatwright I’ve advocated for awhile to provide some sort of simulated data feed. It’s been tossed around but nothing definite, and certainly nothing built in right now. I agree it makes it hard to test an algo off hours. One of the issues is it would require not only data simulation but also order fill simulation. We’ll get there eventually.


No doubt, thanks for letting me now I’ll continue to use my homebrew solution for now!

Crypto feeds are 24/7. I use them on weekends.